Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 64.150025 72.127344 81.339591 92.921538 107.327374 124.988629 1.488348e+02
2024-12-22 51.028280 60.240954 71.786779 87.782545 110.198822 141.978390 1.937256e+02
2024-12-29 46.755569 57.274685 71.326857 92.427907 125.326643 179.132935 2.872741e+02
2025-01-05 42.192602 52.915674 67.847934 91.535666 131.430635 204.442289 3.816901e+02
2025-01-12 38.320780 48.875489 64.023409 89.063103 133.866613 223.964756 4.854519e+02
2025-01-19 34.684164 44.723831 59.420973 84.397330 131.007681 231.437947 5.685114e+02
2025-01-26 34.043468 44.798593 61.140778 90.437773 149.939454 298.721669 1.021556e+03
2025-02-02 33.553003 45.006003 63.040148 97.129681 172.784701 397.643616 2.356305e+03
2025-02-09 32.275841 43.855194 62.538029 99.196584 186.070211 483.489969 5.859369e+03
2025-02-16 30.717540 42.116378 60.827157 98.542170 192.416886 552.923085 1.889273e+04
2025-02-23 29.353603 40.578270 59.296036 97.984011 198.935300 635.626202 1.386295e+06
2025-03-02 27.737797 38.517329 56.649468 94.654898 196.533204 670.254149 NaN
2025-03-09 26.463036 37.017911 55.026876 93.661810 202.083564 776.894895 NaN
2025-03-16 24.757073 34.710162 51.767580 88.628723 193.598529 775.356190 NaN
2025-03-23 24.438507 34.701027 52.732032 93.355843 219.496867 1155.468710 NaN
2025-03-30 23.480186 33.533690 51.400749 92.450047 225.419180 1389.632547 NaN
2025-04-06 22.426709 32.140547 49.523450 89.938847 224.347804 1541.625009 NaN
2025-04-13 21.210470 30.406952 46.874218 85.201799 212.972491 1478.607456 NaN
2025-04-20 21.228780 30.822422 48.443544 91.334940 249.888537 2968.507070 NaN
2025-04-27 21.260454 31.259762 50.100832 98.133812 297.241791 9386.064554 NaN
2025-05-04 20.853332 30.878785 50.044352 100.234640 323.494968 33225.921363 NaN
2025-05-11 20.244737 30.096189 49.082626 99.569441 333.693548 162998.713355 NaN
2025-05-18 19.683675 29.373775 48.196635 99.002115 344.664384 NaN NaN